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TBX vs. UUP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBX achieves a 4.71% return, which is significantly higher than UUP's 4.22% return. Over the past 10 years, TBX has underperformed UUP with an annualized return of 2.33%, while UUP has yielded a comparatively higher 3.22% annualized return.


TBX

1D
0.17%
1M
1.73%
6M
4.03%
YTD
4.71%
1Y
5.30%
3Y*
4.21%
5Y*
6.92%
10Y*
2.33%
ALL TIME*
-1.00%

UUP

1D
0.11%
1M
-0.60%
6M
4.92%
YTD
4.22%
1Y
5.67%
3Y*
4.54%
5Y*
5.70%
10Y*
3.22%
ALL TIME*
1.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$818.03K$918.65K$792.72K
$55.14M$58.68M$59.16M

TBX vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
4.71%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
UUP
Invesco DB US Dollar Index Bullish Fund
4.22%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Correlation

The correlation between TBX and UUP is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.33

Correlation (10Y)
Provides a long-term view across more market conditions.

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2011

0.18

Over the past year, TBX and UUP have become more correlated (0.44) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

TBX vs. UUP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TBX
TBX Risk / Return Rank: 3939
Overall Rank
TBX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TBX Omega Ratio Rank: 3232
Omega Ratio Rank
TBX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TBX Martin Ratio Rank: 4040
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 3232
Overall Rank
UUP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 2828
Sortino Ratio Rank
UUP Omega Ratio Rank: 2828
Omega Ratio Rank
UUP Calmar Ratio Rank: 3636
Calmar Ratio Rank
UUP Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TBX vs. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and Invesco DB US Dollar Index Bullish Fund (UUP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TBXUUPDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.88

1.22

+0.66

Martin ratioReturn relative to average drawdown

4.19

3.83

+0.35

TBX vs. UUP - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.89, which is comparable to the UUP Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TBX and UUP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBX vs. UUP - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for TBX and UUP.


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Drawdown Indicators


TBXUUPDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-22.19%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-3.65%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-10.05%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-10.37%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-14.24%

-5.22%

Current Drawdown

Current decline from peak

-15.77%

-2.41%

-13.36%

Average Drawdown

Average peak-to-trough decline

-26.53%

-8.86%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.33%

-0.21%

Volatility

TBX vs. UUP - Volatility Comparison

The current volatility for ProShares Short 7-10 Year Treasury (TBX) is 1.27%, while Invesco DB US Dollar Index Bullish Fund (UUP) has a volatility of 1.65%. This indicates that TBX experiences smaller price fluctuations and is considered to be less risky than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.65%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

4.11%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

5.88%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.42%

7.23%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.11%

6.89%

+0.22%

TBX vs. UUP - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than UUP's 0.75% expense ratio.


Dividends

TBX vs. UUP - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 2.84%, less than UUP's 3.29% yield.


PositionTTM202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
2.84%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.29%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Frequently Asked Questions


TBX and UUP have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UUP has higher volatility (1.65%) compared to TBX (1.27%). In terms of maximum drawdown, TBX dropped -41.04% vs UUP's -22.19%.

On 10-year performance, UUP leads with 3.22% vs 2.33% for TBX. On fees, UUP is cheaper at 0.75% per year. On volatility, TBX has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UUP has performed better with a 3.22% return vs 2.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UUP is cheaper with a 0.75% expense ratio, compared with 0.95% for TBX.

UUP has the higher dividend yield at 3.29%, compared with 2.84% for TBX.

TBX is categorized as Inverse Bonds, while UUP is Currency. TBX tracks ICE BofA US Treasury (7-10 Y) (-100%), while UUP tracks Deutsche Bank Long US Dollar Index (USDX) Futures Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for TBX and 0.75% for UUP.

TBX currently has the higher Sharpe Ratio (0.89 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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